MRCI's End of Day Prices

Daily Futures Price Listing Tue July 05, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Jul11	110705	1330.50	1340.00	1322.00	1332.25	+10.00	13,495	11,020	-4,528
Aug11	110705	1318.75	1329.75	1312.00	1322.25	+9.50	22,903	66,964	-487
Sep11	110705	1314.75	1325.25	1308.00	1317.00	+7.50	10,554	29,437	+1,238
Nov11	110705	1318.75	1328.50	1309.25	1318.00	+5.50	86,041	295,335	+326
Jan12	110705	1329.25	1338.25	1319.25	1328.00	+5.25	4,441	41,642	+345
Mar12	110705	1335.25	1343.00	1325.25	1334.25	+5.50	3,006	21,232	+61
May12	110705	1340.00	1343.75	1328.25	1337.00	+6.75	2,241	26,641	+481
Total Volume and Open Interest							145,709	523,387	-2,215
Soybean Meal(CBOT)
Jul11	110705	344.20	345.00	338.90	341.70	+0.80	13,803	4,745	-2,212
Aug11	110705	342.90	347.00	340.40	343.50	+0.60	28,098	50,891	-2,906
Sep11	110705	342.60	345.80	339.90	342.90	+0.40	8,917	25,099	+162
Oct11	110705	340.00	343.10	337.00	340.10	-0.10	2,716	16,453	+110
Dec11	110705	341.00	344.30	337.40	340.90	-0.10	30,320	76,576	-796
Jan12	110705	343.10	345.80	339.30	342.70	-0.30	987	6,868	+30
Mar12	110705	347.30	347.80	342.00	344.80	-0.40	1,455	4,721	+635
May12	110705	346.20	346.20	343.00	345.60	-0.50	1,019	6,068	+270
Total Volume and Open Interest							87,843	196,556	-4,619
Soybean Oil(CBOT)
Jul11	110705	55.48	55.63	55.10	55.10	-0.06	15,751	10,012	-6,300
Aug11	110705	55.48	55.80	55.26	55.26	-0.06	28,675	42,654	+1,686
Sep11	110705	55.72	56.00	55.47	55.47	-0.08	10,034	34,556	+448
Oct11	110705	56.06	56.28	55.72	55.72	-0.10	2,114	16,945	-244
Dec11	110705	56.40	56.80	56.20	56.21	-0.09	50,227	144,651	-155
Jan12	110705	56.70	57.02	56.48	56.48	-0.09	1,990	13,873	+414
Mar12	110705	57.15	57.30	56.79	56.79	-0.05	2,445	11,403	+601
May12	110705	57.45	57.48	56.91	56.91	-0.09	758	6,701	+221
Total Volume and Open Interest							112,665	285,051	-3,451
Canola(WCE)
Jul11	110705	570.2	570.2	570.2	570.2	+10.0	2,485	1,335	-1,842
Nov11	110705	555.3	558.9	554.4	555.2	+2.6	13,754	123,636	-324
Jan12	110705	563.8	565.8	562.6	562.6	+3.0	475	12,801	-97
Mar12	110705	566.3	572.6	566.3	567.4	+3.7	353	4,622	+42
May12	110705	570.4	570.8	570.2	570.8	+4.2	482	2,367	+344
Total Volume and Open Interest							17,607	148,074	-1,847
Corn(CBOT)
Jul11	110705	650.75	684.25	649.00	680.50	+39.75	102,047	29,461	-15,681
Sep11	110705	615.50	631.00	614.25	625.50	+18.75	85,941	397,115	+3,013
Dec11	110705	603.50	615.00	600.25	612.50	+15.75	83,673	501,663	-2,654
Mar12	110705	616.50	628.00	613.75	626.00	+15.25	11,299	103,600	-456
May12	110705	629.25	636.25	623.00	635.00	+15.75	4,632	22,572	+643
Jul12	110705	636.00	643.25	629.75	640.75	+12.00	7,041	60,559	+1,582
Total Volume and Open Interest							308,340	1,218,014	-10,835
Wheat(CBOT)
Jul11	110705	589.25	615.00	589.25	613.75	+29.25	6,507	4,578	-2,561
Sep11	110705	618.75	641.00	618.25	635.50	+23.25	55,632	184,943	+2,735
Dec11	110705	665.00	689.75	665.00	680.75	+20.75	22,256	133,498	+1,229
Mar12	110705	704.00	728.00	701.00	720.75	+19.75	6,755	37,867	+1,287
May12	110705	733.50	753.00	727.50	744.50	+17.00	1,244	9,836	-13
Total Volume and Open Interest							97,337	433,100	+2,155
Wheat(KCBT)
Jul11	110705	708.50	743.50	708.50	718.50	+15.50	3,573	3,110	-1,330
Sep11	110705	725.50	745.25	725.25	736.00	+15.25	16,516	76,451	-292
Dec11	110705	753.50	771.50	752.00	762.25	+14.75	8,579	55,364	+110
Mar12	110705	768.50	787.00	768.50	777.50	+14.75	5,789	12,300	+165
May12	110705	777.75	795.75	777.75	788.00	+15.25	1,701	2,591	+412
Total Volume and Open Interest							38,187	164,885	-500
Wheat(MGE)
Jul11	110705	838.00	869.25	838.00	869.25	+38.25	474	1,907	-694
Sep11	110705	811.75	836.00	809.50	833.00	+28.50	4,012	25,827	+600
Dec11	110705	812.00	835.00	809.00	831.25	+26.75	3,038	20,383	+360
Mar12	110705	821.50	843.75	820.00	840.75	+25.25	1,479	4,873	+3
May12	110705	823.50	844.75	823.50	841.75	+23.50	299	2,431	-62
Total Volume and Open Interest							9,866	62,168	+189
Oats(CBOT)
Jul11	110705	340.50	345.00	339.50	339.50	unch	195	110	-78
Sep11	110705	354.50	354.75	344.50	347.00	unch	564	3,997	+99
Dec11	110705	358.00	361.00	351.00	353.00	unch	1,063	7,401	+205
Mar12	110705	365.00	365.50	363.50	363.50	unch	549	607	+319
Total Volume and Open Interest							2,371	12,144	+545
Rough Rice(CBOT)
Jul11	110705	14.34	14.40	14.17	14.39	+0.40	400	930	-198
Sep11	110705	14.97	15.30	14.97	15.29	+0.38	1,256	10,492	+69
Nov11	110705	15.49	15.61	15.41	15.61	+0.39	276	5,305	+65
Jan12	110705	15.50	15.91	15.50	15.91	+0.37	12	309	+1
Total Volume and Open Interest							1,964	17,437	-66
Live Cattle(CME)
Aug11	110705	113.200	113.650	112.580	113.350	+0.500	25,683	133,165	-4,212
Oct11	110705	119.400	119.950	118.850	119.850	+0.170	14,062	89,350	+1,612
Dec11	110705	122.400	122.830	121.800	122.700	+0.470	9,341	64,145	+677
Feb12	110705	123.800	124.800	123.350	124.750	+0.800	3,175	22,982	+244
Apr12	110705	124.500	125.500	124.400	125.480	+0.380	892	10,938	+66
Jun12	110705	120.200	121.150	120.180	121.080	+0.780	98	3,739	+39
Total Volume and Open Interest							53,286	324,867	-2,091
Feeder Cattle(CME)
Aug11	110705	140.535	141.900	139.785	141.285	+0.800	3,916	19,741	-209
Sep11	110705	141.550	142.700	140.785	142.575	+1.025	1,102	7,087	+37
Oct11	110705	141.785	143.050	141.130	142.900	+0.950	967	5,288	+39
Nov11	110705	141.485	143.035	141.100	142.800	+0.950	545	3,277	+176
Jan12	110705	139.500	141.000	139.200	140.900	+0.900	158	1,309	+44
Mar12	110705	138.300	139.950	138.300	139.900	+1.200	11	219	+0
Apr12	110705	139.000	139.800	139.000	139.800	+1.550	3	68	+0
Total Volume and Open Interest							6,702	37,016	+87
Lean Hogs(CME)
Jul11	110705	95.400	96.200	94.750	95.785	+0.285	8,330	13,077	-40
Aug11	110705	93.500	93.930	92.800	93.350	+0.200	24,334	75,835	-2,517
Oct11	110705	86.900	87.330	86.135	86.350	-0.435	12,178	61,162	+2,611
Dec11	110705	85.135	86.200	84.285	85.850	+1.050	6,775	44,815	+1,302
Feb12	110705	87.000	87.800	86.400	87.550	+0.765	2,260	18,406	+316
Apr12	110705	88.180	88.950	87.830	88.700	+0.500	1,209	9,462	+279
May12	110705	91.750	92.000	91.750	92.000	+0.550	28	527	+6
Jun12	110705	94.150	94.750	93.800	94.250	+0.650	322	5,291	+121
Total Volume and Open Interest							55,708	231,498	+2,186
Class III Milk(CME)
Jul11	110701	20.53	20.55	20.40	20.51	-0.01	581	6,091	+126
Aug11	110705	18.83	19.20	18.80	19.11	+0.28	462	5,863	+80
Sep11	110705	18.30	18.49	18.25	18.37	+0.11	222	5,079	-11
Oct11	110705	17.87	17.99	17.80	17.93	+0.13	312	4,244	+126
Nov11	110705	17.25	17.34	17.12	17.34	+0.22	126	3,664	+21
Total Volume and Open Interest							1,752	37,596	+274
Cocoa(ICE)
Jul11	110705	3228	3228	3228	3228	+91	5	34	+0
Sep11	110705	3155	3231	3152	3227	+72	11,101	68,275	+176
Dec11	110705	3192	3250	3189	3247	+69	3,656	38,071	-216
Mar12	110705	3247	3284	3234	3283	+69	1,813	31,700	+81
May12	110705	3282	3285	3261	3285	+71	221	10,085	+65
Jul12	110705	3284	3288	3262	3288	+71	41	4,057	+5
Sep12	110705	3260	3292	3260	3292	+69	116	6,409	+66
Total Volume and Open Interest							17,096	165,632	+237
Coffee "C"(ICE)
Jul11	110705	263.50	268.95	263.50	268.95	+5.50	27	211	-253
Sep11	110705	262.50	269.90	259.20	269.60	+5.95	11,183	55,888	-164
Dec11	110705	265.50	273.20	262.70	272.90	+5.75	3,510	33,629	+1,201
Mar12	110705	270.75	275.15	267.15	275.10	+5.35	446	9,191	-20
May12	110705	268.75	276.65	268.75	276.45	+4.95	253	3,741	+21
Jul12	110705	274.35	275.60	273.30	275.55	+4.10	174	1,740	-5
Total Volume and Open Interest							15,838	107,099	+887
Orange Juice(ICE)
Jul11	110705	197.50	199.50	196.00	198.10	+0.05	1,153	1,632	-971
Sep11	110705	187.45	188.00	185.40	186.60	+0.05	1,635	25,990	+145
Nov11	110705	179.50	179.50	177.60	178.55	-0.05	128	6,015	+30
Jan12	110705	174.25	175.15	174.00	175.15	+0.10	19	1,222	+15
Mar12	110705	174.45	174.45	174.45	174.45	+0.45	7	261	+6
May12	110705	174.05	174.05	174.05	174.05	+0.80	9	178	+7
Total Volume and Open Interest							2,959	35,405	-760
Sugar #11(ICE)
Oct11	110705	27.25	28.32	27.18	27.60	+0.35	72,066	304,557	-2,581
Mar12	110705	26.50	27.31	26.41	26.94	+0.44	21,836	134,276	+151
May12	110705	25.35	26.17	25.35	25.92	+0.39	10,287	38,955	+1,365
Jul12	110705	24.83	25.27	24.70	25.02	+0.19	6,394	62,490	+937
Oct12	110705	24.22	24.55	24.00	24.35	+0.13	4,198	25,800	+653
Total Volume and Open Interest							116,517	602,482	-9,374
London Cocoa(LCE)
Jul11	110705	1970	2000	1966	2000	+37	8,349	39,061	-8,962
Sep11	110705	1995	2027	1992	2023	+31	11,687	53,287	+438
Dec11	110705	2023	2050	2016	2046	+26	3,473	38,720	+818
Mar12	110705	2044	2063	2032	2062	+28	1,872	38,583	-146
May12	110705	2049	2070	2049	2067	+22	394	12,544	+201
Jul12	110705	2077	2079	2058	2075	+23	56	5,099	+29
Sep12	110705	2085	2086	2081	2081	+23	27	3,303	+18
Total Volume and Open Interest							25,904	198,661	-7,568
London Sugar(LCE)
Aug11	110705	768.00	787.80	765.90	771.30	+1.70	4,298	17,932	-919
Oct11	110705	704.00	726.00	702.60	715.40	+13.70	2,484	16,968	+599
Dec11	110705	678.30	696.00	678.30	688.90	+14.60	490	6,025	-6
Mar12	110705	669.00	684.00	669.00	681.50	+14.70	381	6,530	-167
May12	110705	657.50	667.00	655.40	664.10	+10.00	147	2,703	+24
Total Volume and Open Interest							7,808	53,080	-468
Cotton(ICE)
Jul11	110705	161.50	162.05	158.00	159.00	-2.41	242	1,558	-171
Oct11	110705	121.93	122.80	118.36	118.95	-2.86	64	483	+6
Dec11	110705	118.10	119.59	115.02	115.52	-2.29	12,397	104,704	+1,604
Mar12	110705	110.13	110.93	107.14	108.96	-0.45	2,391	18,166	+455
May12	110705	106.73	107.82	104.25	105.07	-1.11	627	4,636	+153
Jul12	110705	103.60	103.60	101.00	102.07	-1.46	306	6,456	-13
Total Volume and Open Interest							16,296	139,460	+2,199
Lumber(CME)
Jul11	110705	244.1	247.0	240.1	240.1	-3.9	513	1,149	-156
Sep11	110705	264.9	266.8	260.1	261.7	-5.3	665	6,177	-178
Nov11	110705	272.9	276.1	270.0	270.0	-7.0	158	1,964	+18
Jan12	110705	292.7	294.5	290.2	294.5	+0.5	36	133	+12
Total Volume and Open Interest							1,374	9,433	-303
Crude Oil(NYM)
Aug11	110705	94.98	97.48	94.34	96.89	+1.95	276,580	303,770	-7,296
Sep11	110705	95.49	97.99	94.91	97.38	+1.87	73,337	196,259	+6,613
Oct11	110705	96.15	98.50	95.48	97.87	+1.81	36,074	74,307	+481
Nov11	110705	96.73	98.96	96.03	98.37	+1.76	21,181	60,600	+2,132
Dec11	110705	97.38	99.49	96.58	98.83	+1.69	46,717	185,253	-364
Jan12	110705	97.97	99.79	97.26	99.29	+1.65	8,279	52,726	+827
Feb12	110705	98.23	100.15	97.83	99.70	+1.60	5,315	26,682	+544
Mar12	110705	98.61	100.15	98.57	100.09	+1.56	6,018	31,096	-1,258
Apr12	110705	99.22	100.46	99.19	100.46	+1.51	4,582	18,782	+264
May12	110705	100.40	100.83	100.30	100.83	+1.46	3,705	17,164	-125
Jun12	110705	99.90	101.72	99.73	101.19	+1.41	10,809	72,744	+848
Jul12	110705	101.44	101.99	101.01	101.47	+1.39	1,923	32,013	+385
Aug12	110705	101.66	101.66	101.66	101.66	+1.38	1,457	13,390	+9
Sep12	110705	101.82	101.82	101.82	101.82	+1.35	1,423	14,585	+86
Oct12	110705	101.98	101.98	101.98	101.98	+1.32	957	10,090	+84
Nov12	110705	102.17	102.17	102.17	102.17	+1.30	867	21,830	+125
Total Volume and Open Interest							525,529	1,523,018	+3,816
e-miNY Crude Oil(NYM)
Jul11	110620	92.875	93.450	91.175	93.250	+0.250	7,233	2,382	-199
Aug11	110627	91.150	91.275	89.600	90.600	-0.550	20,792	2,759	+173
Sep11	110705	95.500	97.950	94.925	97.375	+1.875	331	1,738	-13
Oct11	110705	96.050	98.000	96.050	97.875	+1.825	77	292	+28
Nov11	110705	97.650	98.900	97.650	98.375	+1.775	40	168	+34
Dec11	110705	97.150	98.825	97.150	98.825	+1.675	5	306	+1
Jan12	110705	99.300	99.300	99.300	99.300	+1.650	0	6	+0
Feb12	110705	99.700	99.700	99.700	99.700	+1.600	0	3	+0
Mar12	110705	100.100	100.100	100.100	100.100	+1.575	0	11	+0
Apr12	110705	100.450	100.450	100.450	100.450	+1.500
Total Volume and Open Interest							9,275	5,852	-1,136
Heating Oil(NYM)
Aug11	110705	292.68	298.81	289.50	295.66	+3.21	54,573	95,341	-2,200
Sep11	110705	294.70	300.34	291.53	297.28	+3.31	21,885	47,673	+880
Oct11	110705	295.00	301.64	295.00	298.99	+3.37	10,631	22,766	+444
Nov11	110705	300.00	303.46	298.86	300.90	+3.43	7,774	21,889	+473
Dec11	110705	299.63	305.53	298.10	302.79	+3.49	14,046	33,510	+399
Jan12	110705	303.63	306.82	302.99	304.54	+3.49	5,390	22,742	+2,888
Feb12	110705	303.67	307.25	303.67	305.02	+3.43	1,800	9,442	+367
Mar12	110705	303.00	306.57	303.00	304.38	+3.33	2,365	6,455	-515
Apr12	110705	304.61	304.61	302.45	302.45	+3.22	869	3,320	+253
May12	110705	300.25	302.56	300.25	300.54	+3.08	298	2,557	-68
Jun12	110705	296.06	299.39	295.20	299.39	+3.03	1,232	20,386	-3
Jul12	110705	301.08	301.14	299.94	299.94	+2.98	179	2,104	-23
Total Volume and Open Interest							121,309	300,147	-3,433
Gasoline(NYMEX)
Aug11	110705	296.85	301.66	294.50	297.74	+0.48	52,851	76,780	+3,172
Sep11	110705	292.75	297.04	290.26	293.75	+1.12	26,427	45,151	+56
Oct11	110705	278.70	283.04	276.86	280.54	+1.51	15,855	23,717	+697
Nov11	110705	273.75	278.91	273.75	277.33	+1.67	5,972	13,415	+86
Dec11	110705	273.71	278.41	271.04	275.88	+1.70	7,404	30,329	-315
Jan12	110705	273.60	278.06	273.60	276.10	+1.72	2,327	8,359	+648
Feb12	110705	276.07	278.66	276.07	277.51	+1.70	526	4,933	+28
Mar12	110705	279.16	279.26	279.16	279.16	+1.66	351	5,900	+100
Apr12	110705	290.44	290.93	290.44	290.44	+1.35	46	3,856	+7
May12	110705	290.38	290.38	290.38	290.38	+1.39	36	1,866	+12
Total Volume and Open Interest							112,202	229,863	-1,397
e-miNY RBOB Gasoline(NYM)
Aug11	110705	297.70	297.74	297.70	297.70	+0.40	0	3	+0
Sep11	110705	293.80	293.80	293.75	293.80	+1.20
Oct11	110705	280.50	280.54	280.50	280.50	+1.50	0	1	+0
Nov11	110705	277.30	277.33	277.30	277.30	+1.60
Total Volume and Open Interest							0	6	+0
Natural Gas(NYM)
Aug11	110705	4.313	4.411	4.251	4.363	+0.052	142,383	158,790	+416
Sep11	110705	4.341	4.420	4.265	4.371	+0.041	40,742	211,912	-202
Oct11	110705	4.389	4.454	4.305	4.409	+0.037	36,573	117,248	+255
Nov11	110705	4.478	4.569	4.433	4.541	+0.040	18,706	82,907	+1,898
Dec11	110705	4.681	4.760	4.635	4.737	+0.043	11,831	46,502	+265
Jan12	110705	4.785	4.865	4.739	4.838	+0.040	20,082	92,678	+911
Feb12	110705	4.760	4.853	4.750	4.837	+0.042	4,210	21,654	+335
Mar12	110705	4.714	4.805	4.714	4.794	+0.044	8,275	46,948	+1,496
Apr12	110705	4.595	4.700	4.595	4.684	+0.037	9,553	43,777	+476
May12	110705	4.697	4.720	4.656	4.706	+0.036	1,440	10,107	+94
Jun12	110705	4.689	4.751	4.689	4.736	+0.034	1,067	11,143	+44
Jul12	110705	4.770	4.799	4.732	4.778	+0.032	472	9,626	+11
Aug12	110705	4.800	4.809	4.762	4.809	+0.035	771	7,727	+126
Sep12	110705	4.800	4.821	4.800	4.818	+0.034	328	7,330	-31
Oct12	110705	4.860	4.875	4.807	4.856	+0.032	3,125	26,577	+1,528
Nov12	110705	4.991	4.991	4.991	4.991	+0.030	488	4,628	+65
Total Volume and Open Interest							302,024	972,829	+8,292
Brent Crude Oil(ICE)
Aug11	110705	111.55	114.44	110.45	113.61	+1.84	193,564	145,441	-1,660
Sep11	110705	111.25	114.00	110.20	113.20	+1.58	95,295	163,428	+10,759
Oct11	110705	111.43	114.00	110.25	113.19	+1.41	52,826	68,888	+6,853
Nov11	110705	111.26	114.07	110.35	113.28	+1.33	24,184	39,310	-636
Dec11	110705	111.32	114.12	110.42	113.33	+1.27	62,050	92,692	+1,729
Jan12	110705	110.86	114.04	110.43	113.32	+1.22	6,984	21,624	-31
Feb12	110705	110.83	113.97	110.40	113.27	+1.19	3,527	18,019	+230
Mar12	110705	110.80	113.91	110.37	113.21	+1.15	5,991	32,331	+720
Apr12	110705	111.12	113.82	111.12	113.14	+1.12	2,880	10,810	+330
May12	110705	112.60	113.07	112.60	113.07	+1.10	1,590	7,519	+208
Jun12	110705	111.06	113.69	110.26	113.01	+1.09	11,027	40,251	-191
Jul12	110705	112.91	112.91	112.91	112.91	+1.08	754	7,310	+158
Aug12	110705	112.79	112.79	112.79	112.79	+1.06	152	4,983	-1
Sep12	110705	112.65	112.65	112.65	112.65	+1.05	152	7,056	-27
Total Volume and Open Interest							482,927	795,837	+19,162
Gas Oil(ICE)
Jul11	110705	918.75	938.25	909.75	928.50	+18.75	58,508	93,684	+3,680
Aug11	110705	922.75	941.75	913.25	932.00	+19.00	91,246	132,637	+3,923
Sep11	110705	924.00	945.00	916.75	935.50	+19.50	32,989	82,709	+4,329
Oct11	110705	921.25	947.25	921.00	938.25	+19.75	12,488	42,372	+136
Nov11	110705	927.50	947.75	923.00	940.50	+20.25	7,216	31,572	+1,497
Dec11	110705	929.50	951.00	925.25	942.75	+20.50	27,657	57,611	+490
Jan12	110705	932.25	952.75	932.00	945.50	+20.50	8,242	31,619	+1,072
Feb12	110705	933.75	953.75	930.50	947.00	+20.50	5,083	12,100	+294
Mar12	110705	935.25	949.00	935.00	948.25	+20.25	4,877	10,787	+298
Apr12	110705	935.50	948.75	935.25	948.75	+20.50	1,939	7,599	+446
Total Volume and Open Interest							261,786	608,323	+16,313
Ethanol(CBOT)
Jul11	110705	2.670	2.735	2.670	2.734	+0.127	112	228	+3
Aug11	110705	2.530	2.590	2.527	2.572	+0.073	305	1,393	-16
Sep11	110705	2.405	2.460	2.405	2.454	+0.052	165	1,471	+22
Oct11	110705	2.330	2.359	2.320	2.357	+0.052	97	1,290	+15
Nov11	110705	2.260	2.288	2.259	2.286	+0.045	85	855	+35
Dec11	110705	2.231	2.261	2.231	2.253	+0.039	120	1,313	+36
Jan12	110705	2.200	2.230	2.200	2.230	+0.047	26	559	+10
Feb12	110705	2.239	2.241	2.221	2.237	+0.058	13	254	+11
Total Volume and Open Interest							1,024	9,240	+174
WTI Crude Oil(ICE
Aug11	110705	95.05	97.47	94.36	96.89	+1.95	64,133	68,395	+698
Sep11	110705	95.65	97.98	94.90	97.38	+1.87	18,030	52,510	+778
Oct11	110705	96.10	98.43	95.49	97.87	+1.81	12,461	32,211	+1,068
Nov11	110705	96.47	98.90	96.27	98.37	+1.76	7,232	22,502	-353
Dec11	110705	96.97	99.41	96.50	98.83	+1.69	19,223	85,786	-1,283
Jan12	110705	97.44	99.77	97.21	99.29	+1.65	2,676	18,712	-93
Feb12	110705	97.68	100.17	97.68	99.70	+1.60	1,584	5,384	+82
Mar12	110705	98.35	100.59	98.35	100.09	+1.56	1,921	13,217	+6
Apr12	110705	99.37	100.46	99.37	100.46	+1.51	1,387	4,458	-24
May12	110705	100.83	100.83	100.83	100.83	+1.46	892	3,032	+43
Jun12	110705	99.99	101.50	99.99	101.19	+1.41	2,823	28,131	+262
Jul12	110705	101.73	101.93	101.47	101.47	+1.39	194	4,514	+30
Aug12	110705	101.70	101.70	101.66	101.66	+1.38	117	1,276	-25
Sep12	110705	101.82	101.82	101.82	101.82	+1.35	50	5,063	-22
Oct12	110705	101.98	101.98	101.98	101.98	+1.32	0	527	+0
Nov12	110705	102.17	102.17	102.17	102.17	+1.30	0	2,571	+0
Total Volume and Open Interest							140,003	461,444	+1,001
US Dollar Index(ICE)
Sep11	110705	74.535	75.050	74.535	74.985	+0.310	32,859	44,479	-3,500
Dec11	110705	75.195	75.415	75.195	75.415	+0.280	20	528	-2
Mar12	110705	75.915	75.915	75.915	75.915	+0.280	0	1	+0
Total Volume and Open Interest							32,879	45,008	-3,502
Australian Dollar(CME)
Sep11	110705	106.69	106.82	105.63	105.90	-0.92	99,354	111,860	+8,288
Dec11	110705	105.56	105.63	104.46	104.72	-0.91	97	348	-5
Mar12	110705	103.57	104.43	103.57	103.57	-0.86	0	2	+0
Total Volume and Open Interest							99,451	112,213	+8,283
British Pound(CME)
Sep11	110705	160.50	161.25	159.75	160.33	-0.16	128,622	109,666	+4,908
Dec11	110705	160.33	160.98	159.77	160.16	-0.16	75	190	+43
Mar12	110705	159.98	160.13	159.98	159.98	-0.15	0	2	+0
Total Volume and Open Interest							128,697	109,864	+4,951
Canadian Dollar(CME)
Sep11	110705	104.08	104.18	103.52	103.70	-0.41	89,580	90,586	+3,155
Dec11	110705	103.69	103.86	103.30	103.46	-0.40	269	3,832	-67
Mar12	110705	103.61	103.61	103.18	103.20	-0.41	27	535	-13
Jun12	110705	103.05	103.33	102.92	102.92	-0.41	1	250	+1
Total Volume and Open Interest							89,881	95,337	+3,078
Japanese Yen(CME)
Sep11	110705	123.78	124.22	123.21	123.42	-0.30	126,482	93,943	-765
Dec11	110705	124.00	124.00	123.33	123.52	-0.30	57	394	-20
Mar12	110705	123.66	123.97	123.66	123.66	-0.31	1	43	+1
Total Volume and Open Interest							126,540	94,396	-784
Swiss Franc(CME)
Sep11	110705	118.03	119.34	117.61	119.08	+1.16	58,955	48,426	-1,759
Dec11	110705	118.25	119.17	117.82	119.17	+1.17	21	133	-7
Mar12	110705	119.29	119.29	118.10	119.29	+1.19	0	2	+0
Total Volume and Open Interest							58,976	48,564	-1,766
EuroFX(CME)
Sep11	110705	145.12	145.47	143.65	143.81	-0.97	290,440	189,157	+7,866
Dec11	110705	144.75	145.01	143.34	143.39	-0.97	281	470	+44
Mar12	110705	143.44	143.93	142.94	142.94	-0.99	0	362	+0
Total Volume and Open Interest							290,723	190,820	+7,910
Mexican Peso(CME)
Jul11	110705	859.8	861.0	859.8	859.8	-1.2
Aug11	110705	857.8	859.0	857.8	857.8	-1.2
Total Volume and Open Interest							32,777	100,725	-236
30-Year T-Bonds(CBOT)
Sep11	110705	122~240	123~150	122~210	123~060	+0~160	480,696	613,794	-1,459
Dec11	110705	121~180	122~000	121~070	121~230	+0~160	48	96	+7
Mar12	110705	120~090	120~090	119~250	120~090	+0~160
Total Volume and Open Interest							480,744	613,890	-1,452
10-Year T-Notes(CBOT)
Sep11	110705	122~000	122~250	121~310	122~210	+0~215	1,801,212	1,784,436	+11,109
Dec11	110705	120~225	121~080	120~150	121~045	+0~215	2,757	10,261	+2,479
Mar12	110705	120~045	120~045	119~150	120~045	+0~215
Total Volume and Open Interest							1,803,969	1,794,697	+13,588
5-Year T-Notes(CBOT)
Sep11	110630	119~068	119~087	118~111	119~025	-0~039	833,652	1,544,712	-25,487
Dec11	110705	118~045	118~045	117~109	118~045	+0~064	0	4	+0
Mar12	110705	117~069	117~069	117~005	117~069	+0~064
Total Volume and Open Interest							1,000,275	1,473,491	-68,859
2 Year T-Notes(CBOT)
Sep11	110705	109~079	109~096	109~079	109~094	+0~014	448,600	987,283	-22,178
Dec11	110705	109~060	109~060	109~052	109~060	+0~008	0	31	+0
Mar12	110705	108~126	108~126	108~118	108~126	+0~008
Total Volume and Open Interest							448,600	987,314	-36,589
Eurodollars(CME)
Sep11	110705	99.660	99.660	99.635	99.640	-0.020	266,285	1,211,927	-39,957
Dec11	110705	99.570	99.580	99.555	99.565	-0.005	342,201	1,258,435	-20,953
Mar12	110705	99.490	99.515	99.485	99.505	+0.015	320,885	1,528,048	+8,540
Jun12	110705	99.350	99.400	99.345	99.390	+0.040	335,117	1,405,089	+6,741
Sep12	110705	99.130	99.220	99.130	99.205	+0.070	354,231	1,037,440	+14,336
Dec12	110705	98.885	98.985	98.870	98.975	+0.100	330,809	616,760	-31,334
Mar13	110705	98.615	98.755	98.615	98.740	+0.120	282,899	515,380	-7,905
Jun13	110705	98.350	98.495	98.345	98.480	+0.130	233,250	342,382	+2,369
Sep13	110705	98.075	98.240	98.075	98.225	+0.140	169,532	344,435	-973
Dec13	110705	97.805	97.975	97.805	97.960	+0.145	134,941	265,599	-7,982
Mar14	110705	97.550	97.720	97.545	97.705	+0.145	99,320	244,312	+2,970
Jun14	110705	97.285	97.455	97.280	97.440	+0.140	83,037	179,848	-1,226
Sep14	110705	97.050	97.195	97.050	97.185	+0.140	38,357	90,434	-16
Dec14	110705	96.785	96.935	96.785	96.925	+0.135	36,200	91,408	-3,196
Mar15	110705	96.585	96.715	96.585	96.700	+0.125	25,216	85,622	+313
Jun15	110705	4.620	4.745	4.620	4.730	+0.120	18,005	70,978	+540
Sep15	110705	4.420	4.535	4.420	4.525	+0.115	9,795	57,344	-489
Dec15	110705	4.235	4.345	4.235	4.330	+0.110	12,586	51,234	-1,713
Total Volume and Open Interest							3,135,997	9,706,000	-76,837
30 Day Federal Funds(CBOT)
Jul11	110705	99.908	99.910	99.905	99.908	+0.003	633	67,721	+205
Aug11	110705	99.885	99.890	99.880	99.885	+0.005	1,969	57,660	-583
Sep11	110705	99.860	99.875	99.860	99.870	+0.010	2,937	41,475	-555
Oct11	110705	99.850	99.860	99.850	99.855	+0.005	3,890	48,957	-946
Nov11	110705	99.835	99.845	99.835	99.840	+0.005	3,703	45,468	+158
Dec11	110705	99.825	99.835	99.825	99.830	+0.005	5,654	50,433	-587
Total Volume and Open Interest							80,928	773,749	+4,284
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11	110628	99.665	99.665	99.665	99.665	-0.003
Dec11	110705	99.662	99.662	99.662	99.662	unch	0	75	+0
Mar12	110705	99.655	99.655	99.655	99.655	unch
Jun12	110705	99.645	99.645	99.645	99.645	-0.003
Sep12	110705	99.580	99.580	99.580	99.580	unch
Dec12	110705	99.540	99.540	99.540	99.540	unch
Mar13	110705	99.540	99.540	99.540	99.540	unch
Jun13	110705	99.495	99.495	99.495	99.495	unch
Sep13	110705	99.355	99.355	99.355	99.355	unch
Dec13	110705	99.215	99.215	99.215	99.215	unch
Total Volume and Open Interest							0	126	+0
3-Mth Euro-Yen(SGX)
Sep11	110705	99.67	99.67	99.67	99.67	unch	0	1,235	+0
Dec11	110705	99.66	99.66	99.66	99.66	unch	0	1,392	+0
Mar12	110705	99.65	99.65	99.65	99.65	unch	0	1,823	+0
Jun12	110705	99.64	99.64	99.64	99.64	0.00	0	1,464	+0
Sep12	110705	99.58	99.58	99.58	99.58	unch	0	411	+0
Dec12	110705	99.54	99.54	99.54	99.54	unch	0	24	+0
Mar13	110705	99.54	99.54	99.54	99.54	unch	0	1	+0
Jun13	110705	99.50	99.50	99.50	99.50	unch
Total Volume and Open Interest							0	6,350	+0
Japanese Gov't Bonds(SGX)
Sep11	110705	140.80	140.90	140.69	140.81	-0.15	3,651	23,868	-502
Dec11	110705	140.36	140.36	140.36	140.36	-0.15	0	2	+0
Mar12	110705	138.27	138.27	138.27	138.27	-0.15
Total Volume and Open Interest							3,651	23,870	-502
Euro-Bund(EUREX)
Sep11	110705	125.62	125.98	125.41	125.62	+0.14	1,311,898	1,007,016	+34,337
Dec11	110705	124.39	124.43	124.20	124.37	+0.24	175	255	+8
Mar12	110705	124.30	124.30	124.30	124.30	+0.20
Total Volume and Open Interest							1,149,893	943,148	-64,115
Euro-Bobl(EUREX)
Sep11	110705	116.53	116.89	116.51	116.66	+0.13	724,617	762,957	-6,788
Dec11	110705	115.71	115.71	115.71	115.71	+0.13	43	676	+0
Mar12	110705	115.69	115.69	115.69	115.69	+0.13
Total Volume and Open Interest							724,660	763,633	-64
3-Mth Euribor(EUREX)
Sep11	110705	98.240	98.240	98.240	98.240	-0.025	71	2,128	-70
Dec11	110705	98.065	98.065	98.065	98.065	-0.030	1	1,355	+0
Mar12	110705	97.965	97.965	97.965	97.965	-0.035	1	831	+0
Total Volume and Open Interest							78	6,914	-70
Long Gilt(LIFFE)
Sep11	110629	121~06	121~06	120~12	120~22	-0~23	84,026	359,346	-16
Dec11	110705	119~13	119~13	119~13	119~13	+0~14
Total Volume and Open Interest							175,777	356,968	-6,987
3-Mth Short Sterling(LIFFE)
Sep11	110705	99.11	99.13	99.11	99.12	-0.01	36,098	464,555	+302
Dec11	110705	99.06	99.08	99.06	99.07	unch	42,379	479,371	+3,729
Mar12	110705	98.98	99.00	98.97	98.99	+0.02	54,166	468,484	-111
Jun12	110705	98.85	98.88	98.84	98.87	+0.05	65,472	298,663	-201
Sep12	110705	98.67	98.72	98.66	98.70	+0.07	76,353	289,719	+1,181
Dec12	110705	98.44	98.49	98.42	98.48	+0.09	75,965	260,783	+4,527
Total Volume and Open Interest							505,143	2,642,530	+20,427
3-Mth Euribor(LIFFE)
Sep11	110705	98.235	98.250	98.220	98.240	-0.025	134,074	722,941	-13,115
Dec11	110705	98.070	98.085	98.055	98.065	-0.030	143,268	536,255	-6,440
Mar12	110705	97.975	97.995	97.955	97.965	-0.035	152,907	520,871	-1,023
Total Volume and Open Interest							985,851	3,524,111	-23,737
3-Mth Aus T-Bills(SFE)
Sep11	110705	95.15	95.17	95.12	95.17	+0.06	32,457	249,677	-11,689
Dec11	110705	95.13	95.17	95.11	95.16	+0.08	24,440	255,955	-21,127
Mar12	110705	95.07	95.13	95.05	95.11	+0.10	17,299	131,471	+2,871
Jun12	110705	94.99	95.05	94.95	95.03	+0.10	6,350	82,079	-3,789
Sep12	110705	94.92	94.97	94.90	94.97	+0.11	3,889	53,680	+421
Dec12	110705	94.87	94.92	94.83	94.91	+0.10	4,147	34,000	-475
Mar13	110705	94.82	94.87	94.79	94.86	+0.10	1,403	27,991	+355
Jun13	110705	94.76	94.79	94.76	94.79	+0.09	619	10,339	+357
Sep13	110705	94.74	94.74	94.74	94.74	+0.10	107	2,047	+106
Dec13	110705	94.68	94.68	94.68	94.68	+0.11	4	1,417	+4
Total Volume and Open Interest							90,715	848,801	-32,966
10-Year Aus T-Bonds(SFE)
Sep11	110705	94.78	94.79	94.74	94.77	+0.05	49,999	396,061	-13,607
Dec11	110705	94.77	94.77	94.77	94.77	+0.05
Total Volume and Open Interest							49,999	396,061	-13,607
3-Year Aus T-Bonds(SFE)
Sep11	110705	95.20	95.26	95.18	95.25	+0.11	198,305	653,962	-47,957
Dec11	110705	95.25	95.25	95.25	95.25	+0.11
Total Volume and Open Interest							198,305	653,962	-47,957
Gold(CMX)
Aug11	110705	1486.8	1518.0	1486.2	1512.7	+30.1	134,201	307,194	-8,441
Oct11	110705	1490.7	1518.0	1490.7	1513.8	+30.1	2,237	12,368	-619
Dec11	110705	1490.1	1520.2	1489.2	1515.0	+30.1	14,583	82,341	+607
Feb12	110705	1491.3	1520.0	1491.3	1516.3	+30.0	189	9,635	+28
Apr12	110705	1517.2	1517.7	1517.2	1517.7	+29.9	124	6,472	+8
Jun12	110705	1517.0	1519.3	1517.0	1519.3	+29.8	10	13,327	-6
Aug12	110705	1502.0	1521.3	1502.0	1521.3	+29.7	3	4,574	+1
Oct12	110705	1523.6	1523.6	1523.6	1523.6	+29.6	50	4,109	+0
Dec12	110705	1515.9	1526.1	1515.9	1526.1	+29.5	350	10,874	+100
Feb13	110705	1529.3	1529.3	1529.3	1529.3	+29.4	56	719	+55
Apr13	110705	1533.2	1533.2	1533.2	1533.2	+29.2	0	201	+0
Jun13	110705	1537.6	1537.6	1537.6	1537.6	+29.0	575	10,144	+380
Total Volume and Open Interest							154,380	491,065	-7,724
Silver(CMX)
Jul11	110705	3383.0	3565.0	3383.0	3540.2	+170.8	2,964	1,860	-537
Sep11	110705	3392.0	3569.0	3379.5	3541.0	+170.5	43,755	56,800	-433
Dec11	110705	3386.0	3570.0	3382.5	3543.0	+170.6	1,354	24,904	-65
Mar12	110705	3404.5	3542.5	3396.5	3542.5	+170.2	82	4,928	+9
May12	110705	3541.8	3541.8	3541.8	3541.8	+170.2	69	1,511	+19
Jul12	110705	3541.4	3541.4	3541.4	3541.4	+170.2	75	1,746	+11
Sep12	110705	3426.0	3540.6	3418.5	3540.6	+170.2	1	209	+0
Total Volume and Open Interest							49,560	110,978	-1,097
Platinum(NYMEX)
Jul11	110705	1739.8	1742.6	1739.1	1742.6	+25.8	806	261	-342
Oct11	110705	1724.0	1745.0	1712.0	1742.1	+25.3	4,947	30,392	+779
Jan12	110705	1727.0	1746.6	1727.0	1745.4	+25.4	26	812	+11
Apr12	110705	1722.5	1747.9	1722.5	1747.9	+25.4	0	72	+0
Total Volume and Open Interest							5,781	31,546	+446
Palladium(NYMEX)
Sep11	110705	763.00	776.25	754.15	775.65	+18.20	2,481	18,949	+92
Dec11	110705	767.40	776.75	767.40	776.75	+18.25	7	717	-8
Mar12	110705	122.59	122.59	122.59	122.59	+18.25	2	48	+2
Total Volume and Open Interest							2,490	19,716	+86
Copper(CMX)
Jul11	110705	430.30	434.20	428.05	433.90	+4.70	3,650	7,307	-1,034
Sep11	110705	430.00	435.40	428.25	434.75	+4.50	36,405	76,521	+5
Dec11	110705	432.50	436.75	429.95	436.20	+4.45	3,589	28,001	+720
Mar12	110705	433.25	437.50	431.55	437.10	+4.45	471	10,351	+83
May12	110705	435.00	437.15	435.00	437.15	+4.55	1	1,822	-1
Total Volume and Open Interest							44,928	131,951	-364
DJIA Index(CBOT)
Sep11	110705	12528	12558	12470	12533	+19	585	7,559	+62
Dec11	110705	12465	12465	12465	12465	+22	0	85	+0
Mar12	110705	12406	12406	12406	12406	+22
Jun12	110705	12339	12339	12339	12339	+22
Total Volume and Open Interest							585	7,644	+62
Mini DJIA Index(CBOT)
Sep11	110705	12515	12559	12476	12533	+19	107,760	88,188	+7,631
Dec11	110705	12464	12473	12415	12465	+22	166	361	+10
Mar12	110705	12406	12406	12406	12406	+22	0	11	+0
Jun12	110705	12339	12339	12339	12339	+22
Total Volume and Open Interest							107,926	88,560	+7,641
S & P 500(CME)
Sep11	110705	1334.40	1337.70	1328.30	1336.70	+1.90	18,378	256,581	+2,830
Dec11	110705	1324.50	1331.30	1324.00	1331.30	+1.90	25	10,474	+3
Mar12	110705	1325.80	1325.80	1318.90	1325.80	+1.90	0	4	+0
Jun12	110705	1320.80	1320.80	1313.90	1320.80	+1.90	0	5	+0
Total Volume and Open Interest							18,403	267,064	+2,833
S & P 500 E-Mini(Globex)
Sep11	110705	1334.50	1337.75	1328.25	1336.75	+2.00	1,875,270	2,490,419	-16,996
Dec11	110705	1328.50	1334.00	1323.50	1331.25	+1.75	677	9,028	-30
Total Volume and Open Interest							1,875,948	2,499,500	+5,757
NASDAQ 100(CME)
Sep11	110705	2354.50	2385.30	2352.00	2372.00	+16.70	1,224	9,917	-14
Dec11	110705	2366.80	2366.80	2361.00	2366.80	+17.00	0	2	+0
Mar12	110705	2364.30	2364.30	2358.50	2364.30	+17.00
Total Volume and Open Interest							1,224	9,919	-14
NASDAQ 100 E-Mini(Globex)
Sep11	110705	2355.00	2372.00	2351.50	2372.00	+16.70	201,935	274,045	+7,730
Dec11	110705	2350.00	2366.80	2349.00	2366.80	+17.00	230	149	+34
Total Volume and Open Interest							202,165	274,194	+7,764
S & P Midcap 400(CME)
Sep11	110705	995.80	995.80	993.90	995.80	+3.90	5	906	+1
Dec11	110705	994.50	994.50	992.60	994.50	+3.90
Mar12	110705	992.80	992.80	990.90	992.80	+3.90
Total Volume and Open Interest							5	906	+1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11	110630	9865	9940	9805	9900	+220	11,736	31,666	+3,008
Dec11	110705	9990	9990	9975	9990	+15	0	1	+0
Total Volume and Open Interest							9,566	34,616	+2,356
Nikkei 225(SGX)
Sep11	110705	9960	9995	9945	9960	+100	95,244	171,958	+10,109
Dec11	110705	9895	9905	9895	9905	-15	19	8,193	+1
Mar12	110705	9900	9900	9900	9900	+105	4	10	+0
Total Volume and Open Interest							95,546	194,620	+10,362
CAC 40(EURONEXT)
Jul11	110705	4002.0	4005.0	3974.5	3984.0	-20.0	126,753	340,023	+2,425
Aug11	110705	3997.0	4002.5	3986.5	3989.0	-19.5	41	93	-16
Sep11	110705	4005.0	4005.0	3979.5	3988.0	-19.0	2,201	20,116	+709
Total Volume and Open Interest							128,995	360,263	+3,118
Hang Seng Index(HKFE)
Jul11	110705	22875	22886	22730	22786	+358	72,138	98,431	+7,950
Aug11	110705	22855	22855	22690	22745	+364
Sep11	110705	22718	22723	22615	22658	+366	631	3,059	-13
Total Volume and Open Interest							88,523	129,076	-4,728
DAX(EUREX)
Sep11	110705	7466.0	7499.0	7445.5	7471.0	+36.0	117,482	144,890	+2,253
Dec11	110705	7480.5	7525.0	7478.5	7501.5	+37.0	406	7,961	+107
Mar12	110705	7540.0	7540.0	7520.0	7536.5	+38.0	17	219	+15
Total Volume and Open Interest							117,905	153,070	+2,375
FT-SE 100(EURONEXT)
Sep11	110705	5988.50	6002.50	5972.50	5988.00	+38.50	127,854	658,851	+9,316
Dec11	110705	5955.00	5964.50	5952.00	5964.50	+38.50	134	798	+124
Mar12	110705	5927.00	5927.00	5927.00	5927.00	+38.50	20	170	+10
Total Volume and Open Interest							128,008	659,829	+9,450
SPI 200(SFE)
Sep11	110705	4594.0	4622.0	4575.0	4590.0	+4.0	34,852	192,164	-5,510
Dec11	110705	4622.0	4622.0	4606.0	4606.0	+2.0	46	4,708	+16
Mar12	110705	4597.0	4597.0	4597.0	4597.0	+4.0	46	1,459	+46
Total Volume and Open Interest							34,955	201,164	-5,439
GSCI(CME)
Jul11	110705	18.84	23.14	15.64	19.64	+11.80	287	10,482	+44
Aug11	110705	20.34	24.64	17.14	21.14	+11.50	45	32	-10
Sep11	110705	22.14	25.64	22.14	22.14	+11.50
Total Volume and Open Interest							332	10,514	+34
Reuters CCI(ICE)